AGGY vs. FTBFX
Compare and contrast key facts about WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Fidelity Total Bond Fund (FTBFX).
AGGY is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg US Aggregate Yield Enhanced. It was launched on Jul 9, 2015. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGGY or FTBFX.
Performance
AGGY vs. FTBFX - Performance Comparison
Returns By Period
In the year-to-date period, AGGY achieves a 2.02% return, which is significantly lower than FTBFX's 3.24% return.
AGGY
2.02%
-0.73%
3.38%
6.65%
-0.62%
N/A
FTBFX
3.24%
-0.47%
3.74%
8.04%
0.53%
2.00%
Key characteristics
| AGGY | FTBFX | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.36 |
| Sortino Ratio | 1.87 | 2.03 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 0.46 | 0.65 |
| Martin Ratio | 4.52 | 4.99 |
| Ulcer Index | 1.54% | 1.50% |
| Daily Std Dev | 5.62% | 5.52% |
| Max Drawdown | -20.98% | -18.19% |
| Current Drawdown | -9.25% | -5.47% |
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AGGY vs. FTBFX - Expense Ratio Comparison
AGGY has a 0.12% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Correlation
The correlation between AGGY and FTBFX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AGGY vs. FTBFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) and Fidelity Total Bond Fund (FTBFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AGGY vs. FTBFX - Dividend Comparison
AGGY's dividend yield for the trailing twelve months is around 4.33%, less than FTBFX's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.33% | 3.78% | 2.78% | 2.10% | 2.97% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% | 0.00% | 0.00% |
FTBFX Fidelity Total Bond Fund | 4.62% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
Drawdowns
AGGY vs. FTBFX - Drawdown Comparison
The maximum AGGY drawdown since its inception was -20.98%, which is greater than FTBFX's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for AGGY and FTBFX. For additional features, visit the drawdowns tool.
Volatility
AGGY vs. FTBFX - Volatility Comparison
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) has a higher volatility of 1.65% compared to Fidelity Total Bond Fund (FTBFX) at 1.37%. This indicates that AGGY's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.